CME Australian Dollar Future December 2023

Trading Metrics calculated at close of trading on 18-Aug-2023

Day Change Summary
	Previous	Current
	17-Aug-2023	18-Aug-2023	Change	Change %	Previous Week
Open	0.6452	0.6428	-0.0024	-0.4%	0.6523
High	0.6473	0.6455	-0.0019	-0.3%	0.6541
Low	0.6392	0.6406	0.0014	0.2%	0.6392
Close	0.6423	0.6433	0.0010	0.2%	0.6433
Range	0.0081	0.0049	-0.0033	-40.1%	0.0149
ATR	0.0066	0.0064	-0.0001	-1.9%	0.0000
Volume	390	157	-233	-59.7%	2,110

Daily Pivots for day following 18-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6577	0.6553	0.6459
R3	0.6528	0.6505	0.6446
R2	0.6480	0.6480	0.6441
R1	0.6456	0.6456	0.6437	0.6468
PP	0.6431	0.6431	0.6431	0.6437
S1	0.6408	0.6408	0.6428	0.6419
S2	0.6383	0.6383	0.6424
S3	0.6334	0.6359	0.6419
S4	0.6286	0.6311	0.6406

Weekly Pivots for week ending 18-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6902	0.6816	0.6514
R3	0.6753	0.6667	0.6473
R2	0.6604	0.6604	0.6460
R1	0.6518	0.6518	0.6446	0.6487
PP	0.6455	0.6455	0.6455	0.6439
S1	0.6369	0.6369	0.6419	0.6338
S2	0.6306	0.6306	0.6405
S3	0.6157	0.6220	0.6392
S4	0.6008	0.6071	0.6351

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6541	0.6392	0.0149	2.3%	0.0058	0.9%	27%	False	False	422
10	0.6642	0.6392	0.0250	3.9%	0.0057	0.9%	16%	False	False	388
20	0.6851	0.6392	0.0459	7.1%	0.0066	1.0%	9%	False	False	342
40	0.6928	0.6392	0.0536	8.3%	0.0065	1.0%	8%	False	False	251
60	0.6928	0.6392	0.0536	8.3%	0.0057	0.9%	8%	False	False	176
80	0.6928	0.6392	0.0536	8.3%	0.0048	0.7%	8%	False	False	132
100	0.6928	0.6392	0.0536	8.3%	0.0044	0.7%	8%	False	False	106
120	0.6928	0.6392	0.0536	8.3%	0.0039	0.6%	8%	False	False	89

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.6661
2.618	0.6581
1.618	0.6533
1.000	0.6503
0.618	0.6484
HIGH	0.6455
0.618	0.6436
0.500	0.6430
0.382	0.6425
LOW	0.6406
0.618	0.6376
1.000	0.6358
1.618	0.6328
2.618	0.6279
4.250	0.6200

Fisher Pivots for day following 18-Aug-2023
Pivot	1 day	3 day
R1	0.6432	0.6449
PP	0.6431	0.6443
S1	0.6430	0.6438

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These figures are updated between 7pm and 10pm EST after a trading day.

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